+2,211.7%
ED vs NYT
+754.7%
+1,457.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | +1.9% | +2.8% | -0.8% | +1.7% |
| 3M | +1.9% | -9.2% | +11.1% | +2.6% |
| 6M | -2.3% | -17.1% | +14.8% | -0.8% |
| YTD | +10.9% | -3.2% | +14.1% | +10.8% |
| 1Y | +14.5% | +15.7% | -1.2% | +12.3% |
| 3Y | +33.4% | +55.7% | -22.3% | +26.2% |
| 5Y | +67.3% | +39.4% | +27.9% | +58.2% |
| 10Y | +110.7% | +485.6% | -374.9% | +67.6% |
| All | +2,211.7% | +754.7% | +1,457.0% | +1,359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling